Numerical Methods for an Optimal Investment-Consumption Model
暂无分享,去创建一个
[1] P. Souganidis. Approximation schemes for viscosity solutions of Hamilton-Jacobi equations , 1985 .
[2] Suresh P. Sethi,et al. Explicit Solution of a General Consumption/Investment Problem , 1986, Math. Oper. Res..
[3] Dimitri P. Bertsekas,et al. Dynamic Programming: Deterministic and Stochastic Models , 1987 .
[4] A. R. Norman,et al. Portfolio Selection with Transaction Costs , 1990, Math. Oper. Res..
[5] Wendell H. Fleming,et al. An Optimal Investment/Consumption Model with Borrowing , 1991, Math. Oper. Res..